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Strategies & Market Trends : Currencies and the Global Capital Markets

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To: Chip McVickar who wrote (1476)	4/10/1999 8:20:00 AM
From: N	Read Replies (1) of 3536

Chip, the Cbot has a nice publication/software on treasury options/future...they include discussions of binomial pricing models and modelling volatility (GARCH models)... cbot.com The text has exercises to complete. Chapters: Basic Option Pricing Volatility Risk Parameters Break even analysis The power of put/call parity Trading and hedging direction Trading Volatility Adv. Volatility concepts. No doubt there are other things around...but this is compact, neat, has its own software. Both Michael and Henry should have good ideas. The originator of the treasury futures thread had also recommended a text by Hull. Patsy had also recommended other books early on in the thread history. If you get this thread going again, I'll be glad to contribute and work through this stuff. Would love to make this learning a summer project. Nancy

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